Almost sure behaviour of U-statistics and von Mises differentiable statistical functions
From MaRDI portal
Publication:1393769
DOI10.1214/AOS/1176342675zbMath0276.60009OpenAlexW2083275537MaRDI QIDQ1393769
Publication date: 1974
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176342675
Asymptotic distribution theory in statistics (62E20) Strong limit theorems (60F15) Convergence of probability measures (60B10)
Related Items (8)
U-Statistics in Sequential Tests and Change Detection ⋮ \(U\)-statistic with side information ⋮ Limiting behavior of U-statistics for stationary, absolutely regular processes ⋮ Asymptotic properties of linear combinations of U-statistics with degenerate kernels ⋮ U-statistics with conditional kernels for incomplete data models ⋮ Invariance principles for von Mises and U-statistics ⋮ On U-statistics and v. mise? statistics for weakly dependent processes ⋮ Some invariance principles for rank statistics for testing independence
This page was built for publication: Almost sure behaviour of U-statistics and von Mises differentiable statistical functions